PASCAL - Pattern Analysis, Statistical Modelling and Computational Learning

Brisk Kernel ICA
S Jegelka and Arthur Gretton
In: Large Scale Kernel Machines (2006) MIT Press .

Abstract

Recent approaches to independent component analysis have used kernel independence measures to obtain very good performance in ICA, particularly in areas where classical methods experience difficulty (for instance, sources with near-zero kurtosis). In this chapter, we compare two efficient extensions of these methods for large-scale problems: random subsampling of entries in the Gram matrices used in defining the independence measures, and incomplete Cholesky decomposition of these matrices. We derive closed-form, efficiently computable approximations for the gradients of these measures, and compare their performance on ICA using both artificial and music data. We show that kernel ICA can scale up to much larger problems than yet attempted, and that incomplete Cholesky decomposition performs better than random sampling.

EPrint Type:Book Section
Project Keyword:Project Keyword UNSPECIFIED
Subjects:Learning/Statistics & Optimisation
Theory & Algorithms
ID Code:2388
Deposited By:Arthur Gretton
Deposited On:22 November 2006